-84.8%
EOSE vs PEGA
-44.4%
-40.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | 0.0% | +12.6% | +12.6% |
| 7D | +9.7% | -2.9% | +12.6% | +10.0% |
| 30D | -34.6% | -0.5% | -34.1% | -34.6% |
| 3M | -50.8% | +8.5% | -59.3% | -51.4% |
| 6M | -66.5% | -6.3% | -60.2% | -65.8% |
| YTD | -81.3% | -42.2% | -39.1% | -78.8% |
| 1Y | -84.8% | -43.4% | -41.4% | -83.1% |
| All | -84.8% | -44.4% | -40.4% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling